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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.04%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$66.7B
AUM Growth
+$3.3B
Cap. Flow
+$654M
Cap. Flow %
0.98%
Top 10 Hldgs %
13.95%
Holding
3,936
New
123
Increased
2,022
Reduced
1,592
Closed
165

Top Buys

Rank Stock Value
1
IWD icon
iShares Russell 1000 Value ETF
IWD
+$282M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$166M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$119M
4
LDOS icon
Leidos
LDOS
+$51.1M
5
ALXN
Alexion Pharmaceuticals
ALXN
+$44.9M

Top Sells

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$205M
2
EMC
EMC CORPORATION
EMC
+$124M
3
BAP icon
Credicorp
BAP
+$77.6M
4
IVV icon
iShares Core S&P 500 ETF
IVV
+$61.4M
5
DFJ icon
WisdomTree Japan SmallCap Dividend Fund
DFJ
+$52.1M

Sector Composition

Rank Sector Weight
1 Technology 13.24%
2 Financials 13.19%
3 Healthcare 12.35%
4 Industrials 9.03%
5 Consumer Discretionary 8.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DXCM icon
651
DexCom
DXCM
$27.6B
$15.3M 0.02%
696,244
+318,708
+84% +$7.09M
STWD icon
652
Starwood Property Trust
STWD
$6.12B
$15.2M 0.02%
674,990
+20,046
+3% +$443K
CDNS icon
653
Cadence Design Systems
CDNS
$90B
$15.2M 0.02%
594,242
+5,922
+1% +$148K
WTW icon
654
Willis Towers Watson
WTW
$27.9B
$15.1M 0.02%
113,850
-431
-0.4% -$53.7K
ITC
655
DELISTED
ITC HOLDINGS CORP
ITC
$15.1M 0.02%
324,902
+5,778
+2% +$267K
MDU icon
656
MDU Resources
MDU
$4.44B
$15.1M 0.02%
1,559,464
-2,717
-0.2% -$24.8K
SLM icon
657
SLM Corp
SLM
$4.57B
$15M 0.02%
2,004,010
+299,389
+18% +$2.15M
MIC
658
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$14.9M 0.02%
179,409
+30,491
+20% +$2.42M
BMRN icon
659
BioMarin Pharmaceuticals
BMRN
$11.5B
$14.9M 0.02%
160,892
-7,163
-4% -$675K
SIG icon
660
Signet Jewelers
SIG
$3.55B
$14.9M 0.02%
199,344
+90,770
+84% +$7.68M
JKHY icon
661
Jack Henry & Associates
JKHY
$10.7B
$14.9M 0.02%
173,623
-46,535
-21% -$4.08M
EEP
662
DELISTED
Enbridge Energy Partners
EEP
$14.8M 0.02%
583,767
+22,384
+4% +$538K
ASH icon
663
Ashland
ASH
$3.04B
$14.8M 0.02%
260,964
+14,987
+6% +$860K
MHK icon
664
Mohawk Industries
MHK
$6.9B
$14.7M 0.02%
73,605
+4,816
+7% +$990K
DNB
665
DELISTED
Dun & Bradstreet
DNB
$14.7M 0.02%
107,513
-2,447
-2% -$328K
SPIB icon
666
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$14.5M 0.02%
413,971
– –
NRG icon
667
NRG Energy
NRG
$29.8B
$14.4M 0.02%
1,285,820
+90,277
+8% +$1.18M
EAT icon
668
Brinker International
EAT
$8.02B
$14.4M 0.02%
284,804
+28,506
+11% +$1.43M
ORAN
669
DELISTED
Orange
ORAN
$14.3M 0.02%
918,940
-110,388
-11% -$1.7M
RHI icon
670
Robert Half
RHI
$3.61B
$14.3M 0.02%
377,850
-41,997
-10% -$1.6M
SNA icon
671
Snap-on
SNA
$20.9B
$14.3M 0.02%
93,892
+14,933
+19% +$2.31M
SID icon
672
Companhia Siderúrgica Nacional
SID
$1.43B
$14.3M 0.02%
5,165,024
-3,762,450
-42% -$11.1M
BNL
673
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$14.2M 0.02%
480,388
+16,548
+4% +$489K
LXK
674
DELISTED
Lexmark Intl Inc
LXK
$14.2M 0.02%
354,502
+20,358
+6% +$740K
CBL
675
DELISTED
CBL& Associates Properties, Inc.
CBL
$14.2M 0.02%
1,166,469
+650,015
+126% +$7.92M
25 26
27
28 29

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Parametric Portfolio Associates's Q3 2016 Portfolio in Review

As of Q3 2016, Parametric Portfolio Associates held 3,936 positions worth $66.7B, up 5.2% from $63.4B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates's Q3 2016 filing shows 123 new, 2,022 increased, 1,592 reduced and 165 closed positions. Its largest new stake was Fortive: 1,308,900 shares worth $42M. The largest sale was iShares Russell 1000 Growth ETF, an estimated $205M.

By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 12% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2016 buy was Fortive: 1,308,900 shares worth $42M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Value ETF in Q3 2016, an estimated $282M increase.
  • Parametric Portfolio Associates's biggest Q3 2016 reduction was iShares Russell 1000 Growth ETF, cutting an estimated $205M.
  • Parametric Portfolio Associates fully exited EMC CORPORATION in Q3 2016, selling an estimated $124M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $66.7B portfolio in Q3 2016.
  • Parametric Portfolio Associates opened 123 new positions and closed 165 in Q3 2016.
  • Parametric Portfolio Associates's portfolio value rose 5.2% quarter-over-quarter to $66.7B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2016, filed 14 Nov 2016.